Soc. Generale Call 70 SRE 21.06.2024
/ DE000SU2KJJ0
Soc. Generale Call 70 SRE 21.06.2.../ DE000SU2KJJ0 /
| 6/5/2024 1:17:24 PM |
Chg.-0.300 |
Bid1:27:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-42.86% |
0.410
Bid Size: 7,400 |
-
Ask Size: - |
Sempra |
70.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU2KJJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.66 |
| Time value: |
0.02 |
| Break-even: |
71.13 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
9.89 |
| Rho: |
0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.420 |
| Low: |
0.360 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
-44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.420 |
| 1M High / 1M Low: |
0.800 |
0.360 |
| 6M High / 6M Low: |
0.900 |
0.140 |
| High (YTD): |
1/8/2024 |
0.890 |
| Low (YTD): |
4/16/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.35% |
| Volatility 6M: |
|
213.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
